Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47887.86 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46492.96 Kr¶

PnL: ---------------------------------------> -395.61 Kr¶

DD now: ---------------------------------> -1.526 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 11:06:21.633457'

Anic Portfolio¶

Today¶

Return: 0.369 %¶

This Week¶

Return: 0.746 %¶

Total¶

Return: 56.773 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.460000 2828.000000 192.000000 7.280000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.650000 431.200000 76.200000 21.460000 355.000000
Corem Property Group B 59 -2.050000 649.000000 72.000000 12.480000 576.999999
Boozt 12 0.770000 1719.600000 65.600000 3.970000 1653.999996
SAAB B 8 1.110000 3432.000000 55.000000 1.630000 3377.000000
HMS Networks 2 -0.440000 716.400000 43.400000 6.450000 673.000000
OEM International B 7 0.500000 558.600000 30.600000 5.800000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.590000 549.400000 22.400000 4.250000 527.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 0.070000 547.200000 15.200000 2.860000 532.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.550000 258.240000 12.240000 4.980000 246.000000
Karnov Group 9 -0.490000 545.400000 9.400000 1.750000 536.000004
AcadeMedia 12 0.390000 562.800000 5.800000 1.040000 557.000004
Resurs Holding 22 0.150000 579.480000 5.480000 0.950000 573.999998
Swedbank A 3 1.290000 566.250000 2.250000 0.400000 564.000000
Essity A 4 -1.370000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Norva24 Group 16 0.000000 542.080000 -0.920000 -0.170000 543.000000
Essity B 2 -1.280000 572.600000 -1.400000 -0.240000 574.000000
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Securitas B 6 -0.250000 567.960000 -2.040000 -0.360000 570.000000
Midsona B 63 -0.650000 579.600000 -3.400000 -0.580000 582.999984
CTEK 13 1.470000 530.530000 -3.470000 -0.650000 533.999999
Nordea Bank Abp 29 0.000000 3449.260000 -4.740000 -0.140000 3453.999992
International Petroleum Corp. 5 1.930000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.560000 3759.000000 -91.000000 -2.360000 3850.000000
OX2 18 1.720000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.330000 3576.300000 -179.700000 -4.780000 3756.000001
Ovzon 52 3.360000 3036.800000 -325.200000 -9.670000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46492.960000 -395.610000 -1.52587% 46888.564618

Updated:¶

'2023-01-18 11:06:34.189846'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶